+7.0%
GLXY vs EQH
+4.6%
+2.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.1% |
| 7D | -7.3% | +0.7% | -8.0% | -7.9% |
| 30D | +15.7% | +2.8% | +12.9% | +13.2% |
| 3M | -26.7% | +23.1% | -49.7% | -39.2% |
| 6M | +13.7% | +41.4% | -27.7% | -18.2% |
| YTD | +9.1% | +14.3% | -5.1% | -4.5% |
| 1Y | -15.5% | +1.6% | -17.1% | -22.2% |
| All | +7.0% | +4.6% | +2.4% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EQH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling